1

Can Volatility Models Explain Extreme Events?**

Year:
2017
Language:
english
File:
PDF, 395 KB
english, 2017
4

US stock returns: are there seasons of excesses?

Year:
2016
Language:
english
File:
PDF, 948 KB
english, 2016
6

Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review

Year:
2018
Language:
english
File:
PDF, 390 KB
english, 2018